+2,331.5%
JCI vs GIS
+1,482.6%
+848.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +5.1% | -8.3% | +13.4% | +7.7% |
| 30D | -3.8% | +2.2% | -6.0% | -4.7% |
| 3M | +1.9% | +15.7% | -13.8% | -3.3% |
| 6M | +11.2% | -12.0% | +23.2% | +14.2% |
| YTD | +22.9% | -15.0% | +37.9% | +27.1% |
| 1Y | +37.4% | -20.1% | +57.5% | +44.3% |
| 3Y | +167.8% | -34.6% | +202.4% | +193.7% |
| 5Y | +115.0% | -22.8% | +137.9% | +119.4% |
| 10Y | +325.3% | -18.5% | +343.8% | +310.0% |
| All | +2,331.5% | +1,482.6% | +848.9% | +575.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling